+90.7%
WFC vs OXY
+99.7%
-9.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.5% | +4.2% | -1.7% | +1.7% |
| 30D | +7.0% | -4.3% | +11.3% | +7.7% |
| 3M | -1.8% | +2.3% | -4.0% | -2.5% |
| 6M | +18.4% | +5.5% | +12.9% | +16.3% |
| YTD | -5.6% | +44.9% | -50.5% | -14.9% |
| 1Y | +3.9% | +42.6% | -38.7% | -6.0% |
| 3Y | +126.3% | +0.7% | +125.6% | +118.6% |
| All | +90.7% | +99.7% | -9.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling